diff options
Diffstat (limited to 'sql')
| -rw-r--r-- | sql/serenitasdb.sql | 19 |
1 files changed, 19 insertions, 0 deletions
diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql index 8c073703..69c793e5 100644 --- a/sql/serenitasdb.sql +++ b/sql/serenitasdb.sql @@ -587,6 +587,25 @@ CREATE TABLE risk_numbers_new( GRANT ALL ON risk_numbers to serenitas_user;
+CREATE TABLE tranche_risk(
+ id serial PRIMARY KEY,
+ tranche_id integer REFERENCES tranche_quotes(id),
+ index_price float,
+ index_basis float,
+ index_expected_loss float,
+ index_duration float,
+ index_theta float,
+ corr_at_detach float,
+ delta float,
+ fwd_delta float,
+ gamma float,
+ theta float,
+ corr01 float,
+ duration float,
+ spread float,
+ expected_loss float);
+
+GRANT ALL ON tranche_risk to serenitas_user;
CREATE OR REPLACE FUNCTION riskmonitor_getindicesinfo2(
IN p_date date,
|